sshfs is a FUSE-based (filesystem in userspace) application, presenting what it can access via an SSH link as a filesystem. It works on systems that have a FUSE layer, which Windows (to my rudimentary knowledge of that OS) does not.
You're really not presenting enough information to really answer your questions, though. I assume you're talking about this specific page in the Wiki:
https://wiki.mobileread.com/wiki/Kindle_Touch_Hacking - referring to the "Mounting via sshfs" section.
At its bottom it refers to WinSCP as an (exemplary!) means to access the Kindle via SSH. WinSCP is _not_ sshfs. Both are applications, they do different things. WinSCP presents a frontend to file management via an SSH link. Whether you can use it for what you want to use it for depends on what exactly you're trying to archieve.
There are applications with similar functionality as sshfs which are suited for operating systems that do not have a FUSE layer, notably Windows. An example would be the win-sshfs application.
I'm still unsure what you are currently trying to do, i.e. what problem you are trying to solve. If you are just reading through the Wiki and try to do what is described there as you go, just out of curiosity, be warned that bits and pieces there do not apply for every environment (e.g. host operating system) and some hints will need prior relevant knowledge or experience to be helpful.